+90.8%
GFI vs CAI
-9.9%
+100.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.5% |
| 7D | -4.9% | -2.9% | -1.9% | -4.3% |
| 30D | +10.7% | +9.3% | +1.4% | +8.9% |
| 3M | +25.6% | +35.2% | -9.6% | +18.5% |
| 6M | -8.3% | +30.7% | -39.0% | -13.9% |
| YTD | +6.3% | -9.8% | +16.1% | +2.6% |
| 1Y | +22.1% | -28.9% | +50.9% | +17.4% |
| All | +90.8% | -9.9% | +100.7% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling